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ISIN
US55276T8181
Issuer
MFS
Inception Date
Aug 15, 2018
Category
Commodities
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Commodity

Share Price Chart


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Performance

MCSFX Performance Chart

MFS Commodity Strategy Fund (MCSFX) is up 15.8% since the beginning of the year. MCSFX is currently trading at $4 per share. Investors who bought $1,000 worth of MCSFX shares 5 years ago would now be looking at an investment worth $1,593.


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S&P 500 Index

Returns By Period

MFS Commodity Strategy Fund (MCSFX) has returned 15.83% so far this year and 23.42% over the past 12 months.


MFS Commodity Strategy Fund

1D
-0.95%
1M
-6.92%
YTD
15.83%
6M
15.83%
1Y
23.42%
3Y*
11.48%
5Y*
9.76%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCSFX Monthly Returns History

Based on dividend-adjusted daily data since Mar 20, 2019, MCSFX's average daily return is +0.05%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 2026 with a return of +9.7%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MCSFX closed higher 48% of trading days. The best single day was Dec 9, 2021 with a return of +55.7%, while the worst single day was Dec 10, 2021 at -36.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.72%2.53%6.42%4.64%-2.00%-5.66%15.83%
20254.24%0.54%3.77%-5.19%-0.27%3.02%-0.53%3.22%2.08%2.04%2.74%0.61%17.09%
20240.86%-2.00%3.50%0.85%1.12%-0.55%-3.33%0.00%4.60%-2.20%0.84%0.83%4.32%
2023-0.00%-5.03%0.00%-0.84%-6.46%3.60%6.09%-0.55%-1.10%0.28%-0.55%-2.34%-7.25%
20228.43%6.05%8.55%4.88%2.50%-12.57%5.19%-0.38%-10.10%1.06%3.14%-2.56%12.27%
20212.66%5.74%-2.10%8.59%3.13%2.08%1.56%-0.46%5.73%1.90%-7.90%3.72%26.40%

Benchmark Metrics

MFS Commodity Strategy Fund has an annualized alpha of 9.80%, beta of 0.19, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since March 20, 2019.

  • This fund participated in 47.34% of S&P 500 Index downside but only 44.21% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.19 may look defensive, but with R2 of 0.02 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.80%
Beta
0.19
0.02
Upside Capture
44.21%
Downside Capture
47.34%

Expense Ratio

MCSFX has a high expense ratio of 1.89%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MCSFX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MCSFX Risk / Return Rank: 3232
Overall Rank
MCSFX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MCSFX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MCSFX Omega Ratio Rank: 2828
Omega Ratio Rank
MCSFX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MCSFX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MCSFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.32

2.78

-0.47

Martin ratioReturn relative to average drawdown

7.89

12.44

-4.55

Dividends

Dividend History

MFS Commodity Strategy Fund provided a 12.99% dividend yield over the last twelve months, with an annual payout of $0.54 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$0.50$1.00$1.50$2.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.54$0.54$0.08$0.04$0.99$2.34$0.01$0.05

Dividend yield

12.99%15.05%2.25%1.04%26.24%54.80%0.15%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Commodity Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99$0.99
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$2.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Commodity Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MFS Commodity Strategy Fund was 37.16%, occurring on Dec 20, 2021. Recovery took 1059 trading sessions.

The current MFS Commodity Strategy Fund drawdown is 9.74%.


Related event

Drawdown

Fall

Recovery

Underwater

2021 bear market2021
-37.16%Dec 2021
10d4y 2mo
4y 3moDec 2021 - Mar 2026
COVID crash2020
-30.74%Mar 2020
11mo 12d10mo 23d
1y 10moApr 2019 - Feb 2021
2021 correction2021
-10.66%Dec 2021
1mo 6d8d
1mo 14dOct 2021 - Dec 2021
2026 pullback2026
-9.74%Jun 2026
1mo 5d
1mo 10dMay 2026 - now
2021 pullback2021
-6.85%Aug 2021
21d24d
1mo 15dJul 2021 - Sep 2021

Drawdown Indicators


MCSFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-56.78%

+19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-9.10%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-9.74%

-18.90%

+9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-25.43%

-11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-9.74%

-1.80%

-7.94%

Average Drawdown

Average peak-to-trough decline

-18.20%

-10.71%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.03%

+0.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MCSFX

Add MFS Commodity Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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